+181.2%
TSCO vs ALL
+365.1%
-183.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -5.7% | -2.3% | -3.4% | -5.0% |
| 30D | -8.8% | -0.4% | -8.3% | -8.7% |
| 3M | +6.3% | +16.0% | -9.7% | +0.7% |
| 6M | -32.3% | +24.6% | -56.8% | -37.6% |
| YTD | -32.7% | +23.7% | -56.4% | -38.0% |
| 1Y | -43.7% | +27.7% | -71.4% | -48.8% |
| 3Y | -19.7% | +150.2% | -169.9% | -44.6% |
| 5Y | -11.6% | +117.1% | -128.7% | -36.8% |
| All | +181.2% | +365.1% | -183.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling